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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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52Asset Growth EffectequitiesstocksModerately complex strategy1968-20063920.84%14.07% 1.2
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50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10% 0.7
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46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3% 0.78
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42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%   
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
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38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
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